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first: Factor Importance Ranking and Selection using Total Indices

A model-independent factor importance ranking and selection procedure that is based on total Sobol' indices. Please see Huang and Joseph (2024) <doi:10.48550/arXiv.2401.00800>. This research is supported by U.S. National Science Foundation grants DMS-2310637 and DMREF-1921873.

Version: 1.1
Imports: stats, parallel, FNN, twinning
Published: 2024-02-16
Author: Chaofan Huang [aut, cre], V. Roshan Joseph [aut]
Maintainer: Chaofan Huang <chaofan.huang at gatech.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: first results

Documentation:

Reference manual: first.pdf

Downloads:

Package source: first_1.1.tar.gz
Windows binaries: r-devel: first_1.1.zip, r-release: first_1.1.zip, r-oldrel: first_1.1.zip
macOS binaries: r-release (arm64): first_1.1.tgz, r-oldrel (arm64): first_1.1.tgz, r-release (x86_64): first_1.1.tgz, r-oldrel (x86_64): first_1.1.tgz
Old sources: first archive

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